A generalization of Polyak's convergence result for subgradient optimization
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This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach. 1987 The Mathematical Programming Society, Inc.
author list (cited authors)
Allen, E., Helgason, R., Kennington, J., & Shetty, B.
complete list of authors
Allen, Ellen||Helgason, Richard||Kennington, Jeffery||Shetty, Bala